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knitr::opts_chunk$set( collapse = TRUE, comment = "#>" )
library(contextual) prob_per_arm <- c(0.9, 0.1, 0.1) horizon <- 100 simulations <- 1000 bandit <- BasicBernoulliBandit$new(prob_per_arm) agents <- list(Agent$new(OraclePolicy$new(), bandit), Agent$new(EpsilonGreedyPolicy$new(0.1), bandit), Agent$new(ThompsonSamplingPolicy$new(1.0, 1.0), bandit), Agent$new(Exp3Policy$new(0.1), bandit), Agent$new(GittinsBrezziLaiPolicy$new(), bandit), Agent$new(UCB1Policy$new(), bandit), Agent$new(UCB2Policy$new(0.1), bandit)) simulation <- Simulator$new(agents, horizon, simulations) history <- simulation$run() plot(history, type = "cumulative")
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